ombeline michallet

Within the Group Risk Department, monitoring the market risk of the various activities of the bank including parametric VaR and Stress Test. Daily risk monitoring of the Market Making Fixed Income activity : turnover rates, interest rate and credit sensitivities. Monitoring convertible bonds desk (improving reporting with VBA and analysing specific risk metrics for convertible bonds). Analysis of the price and premium risk on Metal trading activity. Daily analysis and monthly reporting to senior management of Merger Arbitrage Fund. Monitoring daily reporting on equity trade facilitation. Ad hoc investigations in own-account investments

* Open Up welcomes 300 international students every year on the EDHEC Nice campus. The association aims at helping with daily French life and organises cultural events, sporting events, theme parties and trips to European Capitals * Managed a team of 12 members * Organised weekends in European Capitals * Organised events for 300 Exchange Students

Within Investment Product Specialists Team, participated in quantitative and qualitative analysis of hedge funds. Meetings with portfolio managers of hedge funds and long only funds. Writing monthly updates for private bankers. Analysing and preparing hedge funds portfolios for high net worth clients. Working on implementation of look through analysis of underlying hedge funds. Monitoring others analysis of hedge funds (peer group, daily performance analysis...) Improving and suggesting new VBA tools for daily tasks.

Activities and Societies: Open-Up association

Moyenne S1: 78/100 Moyenne S2 : 71,5/100 Moyenne S3: 57,11/100 Moyenne S4: 74/100 (major de promotion en Analyse Fonction de Plusieurs Variables: 100/100)